-63.3%
BAX vs KEY
+14.6%
-77.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +6.3% | +6.7% | -0.4% | +4.6% |
| 3M | -4.6% | -4.6% | 0.0% | -3.6% |
| 6M | +50.4% | +2.6% | +47.8% | +49.5% |
| YTD | +38.0% | +7.0% | +31.1% | +36.2% |
| 1Y | +44.6% | +23.5% | +21.1% | +38.3% |
| 3Y | -15.1% | +126.4% | -141.5% | -28.6% |
| 5Y | -63.3% | +13.0% | -76.3% | -65.7% |
| All | -63.3% | +14.6% | -77.9% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling